"We knew we weren’t going to wait until the baby came," Schroeder, 38, tells Us about finding out the gender. "We wanted to prepare, it’s our first kid and we're not anxious, [just] nervous. We don’t know what we’re doing!"

"Last time we did the ultrasound, I made them look at the penis just to confirm!" Lloyd, 29, adds. "If it was our fourth kid, I think we could wait."

Jordan Lloyd and Jeff SchroederLouis Martinez

Lloyd and Schroeder met on season 11 of the CBS reality show in 2009 and got engaged during season 16 in 2014. (The couple surprised the house's guests for the outside proposal.) The couple moved up their wedding date and exchanged vows at a courthouse on March 15 after they learned of Lloyd's pregnancy.

"It definitely threw us through a loop, and we were kind of like, ‘Well, we need to figure this out, because the baby is going to be born October 20,’ and I don’t want to be walking down the aisle nine months pregnant, and my dress won’t fit," Lloyd previously told Us. "Next year we’ll have a wedding ceremony with all of our friends."

Jordan Lloyd and Jeff Schroeder pose for a photo at the pool for the HoH camera in 2011.CBS via Getty Images

Until then, the pair are gearing up for parenthood — and mulling over baby names that aren't too traditional. "I was 100 percent positive that I was having a girl. And I already had the name picked out," Lloyd tells Us. "I wasn’t excited at first [about having a boy], but then Jeff definitely put me in check. He goes, 'What are you upset? It’s a healthy baby!' … I just felt like I would bond a little bit better with a girl."

Now Lloyd can't wait for their son to arrive. "I was talking to Jeff the other day and I was like, 'I’m going to put him in T-ball. I’m going to sign him up for things like that.'"

Schroeder is ready for when that day comes. "I’m excited for when the baby starts walking and I can start playing," he gushes to Us. "I just want to do typical dad things like play sports with him and take him to the park, take him fishing. [I just want to] teach him things — take him to the ocean and teach him how to surf."